Usually, people who win in gambling but not able to cash out or save their winnings and I think this has something to do with a Healthy mindset.
If you do not have the intention to save the wealth, you will lose all your winnings by risking them again in another gambling bet.
I am more inclined to think that saving winnings is more on money management side. Since we are talking about funds or money, those who are able to learn good financial management will make the gambler who won huge to keep their funds safe and will look for new investment where they can make their money grow.
Only a mentally strong person who has control over emotions and have money management skills would be the real winner here and will become rich eventually.
The money management skill is one of the key factor in getting rich. Though I doubt about a regular gambler who is in series of losses can acquire saving from gambling activity, the strong will and great money management can enable them to avoid financial ruins.